CD Skripsi

Solusi Analitik Dan Numerik Persamaan Linear Black-Scholes Dengan Transformasi Model

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Linear Black-Scholes equation is one of the models to determine the European
type call option and put option. This final project explains the determination of
solution of linear Black-Scholes equation transformed into heat equation. The
analytic solution is determined by Fourier transformation. Then the numerical
solution is determined by backward finite difference methods. This two
methods are implimented to the the share data of Astra Agro Lestari, Ltd.
Keywords: Linear Black-Scholes equation, heat equation, backward finite
difference methods, Fourier transformation

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Ketersediaan

Informasi Detail

Judul Seri

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No. Panggil

03 03.116 (0020)

Penerbit

Pekanbaru : Universitas Riau - FMIPA - Matematika., 2016

Deskripsi Fisik

xiii, 44 hlm.: ill.: 29 cm

Bahasa

Indonesia

ISBN/ISSN

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Klasifikasi

03 03.116 (0020)

Tipe Isi

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Tipe Media

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Tipe Pembawa

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Edisi

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Subjek

MATEMATIKA

Info Detail Spesifik

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Pernyataan Tanggungjawab

Dewa

Versi lain/terkait

Lampiran Berkas

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